+1,620.4%
NTAP vs FTI
+2,165.1%
-544.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.8% | +5.3% | -6.0% | -2.4% |
| 30D | -0.5% | +15.3% | -15.9% | -5.1% |
| 3M | +4.1% | +15.8% | -11.7% | -1.1% |
| 6M | +88.0% | +22.6% | +65.4% | +74.2% |
| YTD | +75.6% | +79.5% | -4.0% | +43.3% |
| 1Y | +58.9% | +102.0% | -43.1% | +24.2% |
| 3Y | +153.6% | +315.8% | -162.2% | +51.1% |
| 5Y | +127.6% | +1,129.5% | -1,001.9% | -13.4% |
| 10Y | +580.4% | +320.9% | +259.4% | +213.4% |
| All | +1,620.4% | +2,165.1% | -544.8% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling